The confidence ellipsoids (7.59) for (1,...,p) are equivariant under the group of Section 7.9.

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The confidence ellipsoids (7.59) for (ξ1,...,ξp) are equivariant under the group of Section 7.9.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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